 Singular covariance and nonexistence of a Gaussian maximum likelihood estimate

For independent $p$-variate multivariate normal observations with unknown mean and unrestricted positive-definite covariance matrix, the centered scatter has rank at most $n-1$. If it is singular, choose the mean to be the sample mean and shrink the covariance on a null direction of the scatter. The quadratic likelihood term stays fixed while the determinant tends to zero, so the density likelihood tends to infinity. Thus a nonsingular covariance maximum likelihood estimate exists only when the centered scatter is positive definite; for a nonsingular Gaussian population this occurs almost surely exactly when $n>p$.